Interior Point Methods for Nonlinear Programs
Published Online: 15 FEB 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Peng, J. and Salahi, M. 2011. Interior Point Methods for Nonlinear Programs. Wiley Encyclopedia of Operations Research and Management Science. .
- Published Online: 15 FEB 2011
In the past decades, there has been substantial progress in the study of interior point methods for solving linear and nonlinear programming problems arising from various real-world applications. Several powerful software packages have been developed that are now widely used as one of the working horses by many practitioners. In this article, we give a brief overview of interior point algorithms for solving nonlinear programming problems (NLPs).
- nonlinear programs;
- barrier methods;
- penalty methods;
- interior point methods;
- primal–dual IPM